Calibrating Prediction Regions

DOI10.2307/2290007MaRDI QIDQ3486701zbMATH OpenOpenAlexFDO

Authors Rudolf Beran

Publication date 1990

Full work available at URL https://doi.org/10.2307/2290007

zbMATH Keywords

rate of convergenceprediction regionconditional coverage probabilitylearning samplebootstrap Monte Carlo algorithmoverall coverage probabilities

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Inference from stochastic processes and prediction (62M20)

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Cited in

(37)

• Methods to compute prediction intervals: a review and new results
• Calibrated prediction regions for Gaussian random fields
• Calibrating general posterior credible regions
• Model-free model-fitting and predictive distributions
• IMPROVED BOOTSTRAP PREDICTION INTERVALS FOR AUTOREGRESSIONS
• Prediction with confidence -- a general framework for predictive inference
• Simultaneous prediction regions
• Nonparametric prediction intervals for explosive ar(1)-processes
• A general algorithm for computing simultaneous prediction intervals for the (log)-location-scale family of distributions
• Improved prediction limits for a general class of Gaussian models
• Content-adjusted tolerance intervals via bootstrap calibration
• Controlling conditional coverage probability in prediction
• Seasonal warranty prediction based on recurrent event data
• Calibrated multivariate distributions for improved conditional prediction
• Parametric bootstrap approximation to the distribution of EBLUP and related prediction intervals in linear mixed models
• On the expression of uncertainty intervals in engineering
• Probability-centered prediction regions
• Improved prediction intervals and distribution functions
• Prediction intervals for integrals of Gaussian random fields
• Prediction and calibration for multiple correlated variables
• Calibrating predictive distributions
• Individual prediction regions for multivariate longitudinal data with small samples
• Expansions of the coverage probabilities of prediction region based on a shrinkage estimator
• Conditional Minimum Volume Predictive Regions for Stochastic Processes
• A note on simultaneous calibrated prediction intervals for time series
• Bootstrap-calibrated interval estimates for latent variable scores in item response theory
• Prediction intervals for overdispersed binomial data with application to historical controls
• Prediction in random coefficient regression
• Prediction of remaining life of power transformers based on left truncated and right censored lifetime data
• Improved multivariate prediction regions for Markov process models
• Predicting the Number of Future Events
• A note about calibrated prediction regions and distributions
• Confidence distributions: a review
• Some results on bootstrap prediction intervals
• On shortest prediction intervals in log-Gaussian random fields
• Applications of hyperellipsoidal prediction regions
• Large sample prediction regions with estimated parameters

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